I have a study best described as a retrospective case-cohort design:
the cases were all the events in a given time span surveyed, and the
controls (event-free during the follow-up period) were selected in
2:1 ratio (2 controls per case). The sampling frequency for the
controls was about 0.27, so I used a weight vector consisting of 1
for cases and 1/0.27 for controls for coxph to adjust for sampling
bias. Using the same weights in Kaplan-Meier analysis (survfit) gave
very inaccurate survival curves (much lower event rate than expected
from population). Are weighting handled differently between coxph and
survfit? How should I conduct a weighted Kaplan-Meier analysis (given
that survfit doesn't accept a weighted cox model) for such a design?
Any explanations or suggestions are highly appreciated,
xiaojun